+243.9%
APLD vs FAST
+117.0%
+126.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -6.3% | +4.8% | -11.1% | -9.0% |
| 30D | -29.6% | +8.6% | -38.2% | -33.4% |
| 3M | -42.6% | +5.7% | -48.3% | -44.9% |
| 6M | -59.6% | +25.5% | -85.0% | -66.0% |
| YTD | -32.0% | +39.6% | -71.6% | -48.1% |
| 1Y | -46.9% | +35.5% | -82.4% | -58.7% |
| 3Y | +255.7% | +96.2% | +159.4% | +85.4% |
| All | +243.9% | +117.0% | +126.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling